+133.0%
WDAY vs XYZ
+655.2%
-522.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.1% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | +4.1% | +11.5% | -7.4% | -0.5% |
| 3M | -4.8% | +1.8% | -6.6% | -6.3% |
| 6M | +68.6% | +21.2% | +47.4% | +56.4% |
| YTD | -8.5% | +29.9% | -38.5% | -18.3% |
| 1Y | -12.1% | +35.8% | -47.9% | -23.1% |
| 3Y | -13.2% | +62.6% | -75.8% | -35.2% |
| 5Y | -33.7% | -62.8% | +29.1% | -23.8% |
| 10Y | +137.4% | +612.0% | -474.5% | -5.9% |
| All | +133.0% | +655.2% | -522.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling